Sun, Aug 31, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

J8 and Pairstech to launch diversified liquid futures fund in October

Thursday, July 12, 2012

Benedicte Gravrand, Opalesque Geneva:

Two London-based companies, J8 Capital Management LLP and Pairstech Capital Management LLP, are launching the J8 Futures Fund, a CTA managed futures fund domiciled in Malta, in October 2012. The fund is open to Qualifying Investors with a minimum investment of $75,000 and will be marketed globally to institutional investors and high net worth individuals.

The fund employs long and short proprietary algorithmic trading strategies in liquid futures and forwards and other derivatives. It invests in the global markets of commodities, equity indices, equity index volatility, interest rates, government bonds, and currencies. The portfolio is risk weighted and applies leverage control with a target volatility mechanism.

The back-tested portfolio outperformed long-only benchmark indices, having annualised 22% (net) from June 1991 to June 2012 (253 months), with a volatility of 11.5%. During the same period, the S&P 500 Index returned 6.4% and the S&P Goldman Sachs Commodity Index Total Return returned 3.23%.

The J8 Futures Fund is managed by Pairstech Capital and represented by J8, which also provides risk management services to the fund. Tillman Sachs, PhD is a fund partner with Pairstech and the founding partner of J8. Before founding J8 this year, Sachs, a German national, was a Vice President with Barclays C......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Study shows what resonates with investors: 'Unwavering', 'passionate' beats 'committed', 'dedicated' and more surprises[more]

    Komfie Manalo, Opalesque Asia: A new study by Pershing Square, a unit of BNY Mellon company, showed that an effective value proposition strengthens audience connections and fosters growth, yet many advisors have had little objective guidance in formulating such statements until now. In the

  2. Comment – Why you should avoid the hottest hedge fund hands, Swedroe attacks Hussman over risk management, relative value strategy[more]

    Why you should avoid the hottest hedge fund hands FromCNBC/Yahoo.com: Investors who don't have money with Pershing Square Capital Management are likely salivating at the hedge fund's industry-leading 26 percent return from January through July. But investing with Bill Ackman and other to

  3. AIMA makes 'the case for hedge funds'[more]

    Bailey McCann, Opalesque New York: The Alternative Investment Management Association (AIMA), the global hedge fund industry body,

  4. Managed futures' global diversification is important in next phase of economic recovery[more]

    Komfie Manalo, Opalesque Asia: The global diversification provided by managed futures may prove to be extremely valuable as the markets enter the next phase of the economic recovery, said Campbell & Company, a pioneer in absolute return invest

  5. Ex-UBS prop trader's hedge fund Manikay Partners eyes UK launch[more]

    From eFinancialnews.com: Manikay Partners, a $1.7 billion US multi-strategy hedge fund set up in 2008 by a proprietary trader from UBS with backing from Goldman Sachs, is planning to open in the UK. New York-based Manikay's move into Europe comes after Financial News revealed on Monday that Aurelius